In this work I attempt a reconstruction of what I take to be the very foundations of Nietzsche's philosophical project - his account of what it means to be an agent (i.e. his "psychology"). Yet, my main purpose is far from mere exegesis. On the contrary, by actively thinking through what Nietzsche gives us, I aim to develop a coherent account of the fundamental "logic" of agency as such. That is, of what it could mean to be an agent, understood as a functionally distinct kind of being. In doing so, I proceed in a number of steps. First, I situate Nietzsche's project in the historical context and say a few words about what he has to offer us. Next, I consider Nietzsche's approach to how we should think about the soul (and psychology itself) ...